-100.0%
SOXS vs LTH
+155.4%
-255.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -3.3% |
| 7D | -16.6% | -4.0% | -12.6% | -19.4% |
| 30D | -4.4% | -1.7% | -2.7% | -5.6% |
| 3M | -26.2% | +28.0% | -54.2% | -7.2% |
| 6M | -99.3% | +54.1% | -153.3% | -98.2% |
| YTD | -99.5% | +57.1% | -156.6% | -98.8% |
| 1Y | -99.8% | +45.8% | -145.6% | -99.5% |
| All | -100.0% | +155.4% | -255.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling